+296.4%
ARM vs UNP
+44.5%
+251.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +3.9% |
| 7D | +5.5% | -5.3% | +10.8% | +7.5% |
| 30D | -8.2% | -1.5% | -6.6% | -7.7% |
| 3M | -35.9% | +10.3% | -46.2% | -38.7% |
| 6M | +103.1% | +9.7% | +93.5% | +92.7% |
| YTD | +130.6% | +27.1% | +103.5% | +102.0% |
| 1Y | +86.1% | +32.6% | +53.5% | +58.7% |
| All | +296.4% | +44.5% | +251.9% | +219.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling